On Mixing Properties of Some INAR Models

Strictly stationary INAR(1) processes (“integer-valued autoregressive processes of order 1”) with Poisson innovations are “interlaced ρ-mixing.” Bibliography: 20 titles.

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Bibliographic Details
Published in:	Journal of mathematical sciences (New York, N.Y.) Vol. 219; no. 5; pp. 639 - 650
Main Author:	Bradley, R. C.
Format:	Journal Article
Language:	English
Published:	New York Springer US 04-12-2016 Springer Springer Nature B.V
Subjects:	Autoregressive processes Mathematics Mathematics and Statistics
Online Access:	Get full text
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Description
Summary:	Strictly stationary INAR(1) processes (“integer-valued autoregressive processes of order 1”) with Poisson innovations are “interlaced ρ-mixing.” Bibliography: 20 titles.
ISSN:	1072-3374 1573-8795
DOI:	10.1007/s10958-016-3136-z